+7.1%
LOW vs LSCC
+33.9%
-26.8%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.5% | +5.6% | +0.9% |
| 7D | +1.4% | +7.0% | -5.6% | +0.3% |
| 30D | +21.7% | -2.3% | +24.0% | +21.3% |
| 3M | +5.0% | -12.5% | +17.5% | +6.0% |
| 6M | +4.6% | -10.6% | +15.2% | +3.5% |
| YTD | -3.5% | +52.7% | -56.2% | -14.6% |
| 1Y | +0.5% | +74.0% | -73.4% | -13.4% |
| 3Y | +24.8% | +104.8% | -80.0% | -2.7% |
| All | +7.1% | +33.9% | -26.8% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded LSCC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling